+66.7%
FITB vs NTRA
+172.0%
-105.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -5.7% | +4.1% | -9.8% | -6.1% |
| 3M | +3.2% | +50.0% | -46.9% | -2.1% |
| 6M | +23.4% | +67.3% | -43.9% | +15.2% |
| YTD | +18.8% | +43.6% | -24.8% | +12.7% |
| 1Y | +25.0% | +89.2% | -64.3% | +14.6% |
| 3Y | +131.2% | +502.5% | -371.3% | +84.1% |
| All | +66.7% | +172.0% | -105.3% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling